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• Hervé Le Bihan

Each indicator stresses on a particular type of shock on the inflation rate, so that no simple ranking of the measures emerges. Combining the various indicators conveys valuable information for appraising short term inflation developments. As regards theoretical interpretation, no indicator is fully satisfactory, lacking an explicit representation of monetary policy. However, comparing forecast performance with respect to inflation provides some specific support in favor of trimmed mean indicators.

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Article provided by Springer in its journal Empirical Economics.

Volume (Year): 27 (2002)
Issue (Month): 3 ()
Pages: 473-497
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Handle: RePEc:spr:empeco:v:27:y:2002:i:3:p:473-497

Note: received: January 2000/Final version received: March 2001
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Related research

Keywords: Core inflation; Trimmed mean estimators; Dynamic Factor Index;

Find related papers by JEL classification:
E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

1. L. Aucremanne, 2001. "The use of Robust Estimators as Measures of Core Inflation," DNB Staff Reports (discontinued) 61, Netherlands Central Bank. [Downloadable!]
2. Francesco P. Mongelli & Oliver De Bandt, 2000. "Convergence of fiscal policies in the Euro area," Working Paper Series 20, European Central Bank. [Downloadable!]

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This page was last updated on 2009-12-4.